Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47860.13 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46465.25 Kr¶

PnL: ---------------------------------------> -423.32 Kr¶

DD now: ---------------------------------> -1.583 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:19:58.843077'

Anic Portfolio¶

Today¶

Return: 0.687 %¶

This Week¶

Return: 0.687 %¶

Total¶

Return: 56.682 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.260000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 -0.830000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 3.210000 663.750000 86.750000 15.030000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.150000 438.400000 83.400000 23.490000 355.000000
HMS Networks 2 0.900000 718.400000 45.400000 6.750000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.070000 269.760000 23.760000 9.660000 246.000000
OEM International B 7 1.830000 546.700000 18.700000 3.540000 527.999997
Nordea Bank Abp 29 0.660000 3471.880000 17.880000 0.520000 3453.999992
Coor Service Management Hold. 8 0.370000 548.000000 16.000000 3.010000 532.000000
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Resurs Holding 22 -1.020000 579.040000 5.040000 0.880000 573.999998
Essity B 2 0.350000 578.400000 4.400000 0.770000 574.000000
Boozt 12 -0.720000 1658.400000 4.400000 0.270000 1653.999996
Securitas B 6 1.230000 570.600000 0.600000 0.110000 570.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.050000 545.500000 -0.500000 -0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.370000 558.900000 -5.100000 -0.900000 564.000000
CTEK 13 0.150000 518.700000 -15.300000 -2.870000 533.999999
SAAB B 8 2.100000 3351.200000 -25.800000 -0.760000 3377.000000
International Petroleum Corp. 5 2.500000 533.500000 -61.070000 -10.270000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.280000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.180000 3562.000000 -194.000000 -5.170000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.510000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46465.250000 -423.320000 -1.58289% 46888.564618

Updated:¶

'2023-01-16 12:20:11.428777'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶